+1,008.9%
BE vs ALM
+1,083.5%
-74.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +8.8% | +0.8% | +8.2% |
| 7D | +29.8% | +8.4% | +21.3% | +28.1% |
| 30D | +26.4% | +34.8% | -8.4% | +20.3% |
| 3M | +9.3% | +16.2% | -6.9% | +6.5% |
| 6M | +105.1% | +2.1% | +102.9% | +101.8% |
| YTD | +219.0% | +117.0% | +102.0% | +186.2% |
| 1Y | +418.8% | +313.9% | +104.9% | +330.6% |
| 3Y | +1,784.6% | +2,327.9% | -543.4% | +1,086.3% |
| 5Y | +1,251.0% | +1,040.6% | +210.3% | +811.6% |
| All | +1,008.9% | +1,083.5% | -74.7% | +484.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling